Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces

Bernoulli

Volumn 15, Issue 4, 2009, Pages 925-954

  Stefan, Geiss ^a   Anni, Toivola ^a  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Approximation; Besov spaces; Stochastic integrals; Weak convergence

Indexed keywords

EID: 77649230108     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/09-BEJ197     Document Type: Article

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